Suppose we have to currencies, X and Y, and the rate of exchange between the two is R. Assume that everything is balanced, the rate is fair. On a...
The short sqeeze starts in exactly 3 minutes at 10:28am EST. We'll probably close unchanged for the day for major indexes. :) I am long ER2 from...
Zero risk in range trading. :)
Suppose I think that a particular security is long-term undervalued and short-term overvalued. That is, it's trying to catch up with its fair...
Shanghai is up 0.5% today. :)...
I am looking for a good measure of risk to use for evaluation of my trading strategies. I looked at various existing standard trading stats...
I'd like to know if there are any standard measures of confidence boundaries in a given strategy performance. For example, suppose I have a...
If you are developing your own Java app based on Interactive Brokers' API, you may be interested in JSystemTrader, which is an open source...
The market action over the last few weeks made me think of the bears urinating and defecating in a sacred place which is guarded by the bulls, who...
Suppose I found a small inefficiency in the market on the micro level, and I have an automated trading strategy to take advantage of it. By...
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